+35.5%
LINK vs SPY
+77.0%
-41.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.0% |
| 7D | +8.1% | -0.8% | +8.9% | +8.8% |
| 30D | +2.6% | -1.1% | +3.7% | +3.7% |
| 3M | +30.6% | +3.9% | +26.8% | +27.4% |
| 6M | +85.1% | +13.6% | +71.5% | +72.0% |
| YTD | +50.5% | +12.7% | +37.8% | +40.3% |
| 1Y | -7.2% | +17.5% | -24.7% | -14.8% |
| 3Y | +35.5% | +76.9% | -41.4% | +17.6% |
| All | +35.5% | +77.0% | -41.5% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling